+22,191.9%
TSM vs SRE
+1,440.5%
+20,751.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.2% |
| 7D | +14.8% | -1.1% | +15.9% | +15.2% |
| 30D | -8.9% | -4.1% | -4.8% | -7.6% |
| 3M | -5.3% | -7.3% | +2.0% | -3.1% |
| 6M | +2.6% | -14.1% | +16.7% | +7.4% |
| YTD | +34.5% | -8.5% | +43.0% | +37.6% |
| 1Y | +41.0% | -12.0% | +53.0% | +46.2% |
| 3Y | +333.1% | +23.4% | +309.8% | +289.8% |
| 5Y | +270.1% | +51.3% | +218.8% | +205.2% |
| 10Y | +1,608.7% | +126.3% | +1,482.4% | +1,039.9% |
| All | +22,191.9% | +1,440.5% | +20,751.4% | +8,417.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling